NYMEX Natural Gas Future September 2009

Trading Metrics calculated at close of trading on 20-Aug-2009

Day Change Summary
	Previous	Current
	19-Aug-2009	20-Aug-2009	Change	Change %	Previous Week
Open	3.095	3.140	0.045	1.5%	3.703
High	3.186	3.169	-0.017	-0.5%	3.768
Low	3.049	2.928	-0.121	-4.0%	3.224
Close	3.119	2.945	-0.174	-5.6%	3.238
Range	0.137	0.241	0.104	75.9%	0.544
ATR	0.210	0.212	0.002	1.1%	0.000
Volume	105,306	83,508	-21,798	-20.7%	583,133

Daily Pivots for day following 20-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	3.737	3.582	3.078
R3	3.496	3.341	3.011
R2	3.255	3.255	2.989
R1	3.100	3.100	2.967	3.057
PP	3.014	3.014	3.014	2.993
S1	2.859	2.859	2.923	2.816
S2	2.773	2.773	2.901
S3	2.532	2.618	2.879
S4	2.291	2.377	2.812

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.042	4.684	3.537
R3	4.498	4.140	3.388
R2	3.954	3.954	3.338
R1	3.596	3.596	3.288	3.503
PP	3.410	3.410	3.410	3.364
S1	3.052	3.052	3.188	2.959
S2	2.866	2.866	3.138
S3	2.322	2.508	3.088
S4	1.778	1.964	2.939

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.408	2.928	0.480	16.3%	0.175	6.0%	4%	False	True	128,100
10	3.851	2.928	0.923	31.3%	0.182	6.2%	2%	False	True	115,890
20	4.162	2.928	1.234	41.9%	0.218	7.4%	1%	False	True	100,884
40	4.261	2.928	1.333	45.3%	0.207	7.0%	1%	False	True	69,170
60	4.716	2.928	1.788	60.7%	0.222	7.5%	1%	False	True	52,360
80	4.830	2.928	1.902	64.6%	0.223	7.6%	1%	False	True	40,958
100	4.830	2.928	1.902	64.6%	0.203	6.9%	1%	False	True	33,255
120	4.860	2.928	1.932	65.6%	0.201	6.8%	1%	False	True	28,027

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.061
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.193
2.618	3.800
1.618	3.559
1.000	3.410
0.618	3.318
HIGH	3.169
0.618	3.077
0.500	3.049
0.382	3.020
LOW	2.928
0.618	2.779
1.000	2.687
1.618	2.538
2.618	2.297
4.250	1.904

Fisher Pivots for day following 20-Aug-2009
Pivot	1 day	3 day
R1	3.049	3.084
PP	3.014	3.037
S1	2.980	2.991

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These figures are updated between 7pm and 10pm EST after a trading day.

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